Quantlake (@QuantLake) / X

Quantlake

2,794 posts

Quantlake

@QuantLake

Beat fear. Beat FOMO. Stay disciplined with ETF insights and quant strategies. Not financial advice.

Joined July 2023

Pinned
Quantlake
@QuantLake
Apr 14, 2025
Big step for @QuantLake today → Partnered with BehaviorQuant to bring behavioral intelligence into the investment journey. 📉 In 2024, avg investors underperformed the S&P 500 by 8%+. 🧠 We’re helping fix that—by starting with behavior. 🔗
Quantlake-BehaviorQuant Alliance Reshapes Investor Success
From quantlake.com
Quantlake
@QuantLake
Jul 24
In Quantlake Herd Index (QHI) Greed, the Harami Bullish on SPY shifts 1-month forward returns toward parity as the up-rate cushion narrows. QHI Greed, 1M forward Sharpe: +0.92 vs +1.31 globally. $SPY #SPY #SP500 #Quantlake
Quantlake
@QuantLake
Jul 24
Real estate and materials led equity, Korea weakness weighed on emerging markets. • Movers Outperformers: Real Estate $XLRE +2.22% (3M: +5.4%), Materials $XLB +1.93% (3M: -0.7%) Underperformers: South Korea $EWY -6.27% (3M: +8.2%), Emg. Markets $EEM -1.97% (3M: +2.1%) • 3M
Quantlake
@QuantLake
Jul 24
Greed doesn’t mean stronger near-term tape. When QHI is in Greed: • 1M hit rate: 63.3% (vs 69.1%) • 1M median: +1.4% (vs +1.7%) • 3M hit rate: 67.8% (vs 77.0%) Not a timing signal. A positioning read. #SP500 #Quantlake
Quantlake
@QuantLake
Jul 23
In Quantlake Herd Index (QHI) Greed, the Downside Gap on SPY holds above its full-sample 1-month forward Sharpe rather than compressing in risk-on conditions. QHI Greed, 1M forward 1-month up rate: 71.0% vs 71.1% globally. $SPY #SPY #SP500 #Quantlake

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